Whisk the warm water, yeast, and granulated sugar together in the bowl of your stand mixer fitted with a dough hook or paddle attachment. Cover and allow to rest for 5 minutes. *If you don’t have a stand mixer, simply use a large mixing bowl and mix the dough with a wooden spoon or silicone spatula in the next step.

Add the olive oil, salt, and flour. Beat on low speed for 2 minutes until combined.

Keep the dough in the mixer and beat for an additional 5 full minutes, or knead by hand on a lightly floured surface for 5 full minutes. (If you’re new to bread-baking, my How to Knead Dough video tutorial can help here.) If the dough becomes too sticky during the kneading process, sprinkle 1 teaspoon of flour at a time on the dough or on the work surface/in the bowl to make a soft, slightly tacky dough. Do not add more flour than you need because you do not want a dry dough. After kneading, the dough should still feel a little soft. Poke it with your finger—if it slowly bounces back, your dough is ready to rise. You can also do a “windowpane test” to see if your dough has been kneaded long enough: tear off a small (roughly golfball-size) piece of dough and gently stretch it out until it’s thin enough for light to pass through it. Hold it up to a window or light. Does light pass through the stretched dough without the dough tearing first? If so, your dough has been kneaded long enough and is ready to rise. If not, keep kneading until it passes the windowpane test.

Lightly grease a large bowl with oil or nonstick spray—just use the same bowl you used for the dough. Place the dough in the bowl, turning it to coat all sides in the oil. Cover the bowl with aluminum foil, plastic wrap, or a clean kitchen towel. Allow the dough to rise at room temperature for 60-90 minutes or until double in size. (Tip: For the warm environment on a particularly cold day, heat your oven to 150°F (66°C). Turn the oven off, place the dough inside, and keep the door slightly ajar. This will be a warm environment for your dough to rise. After about 30 minutes, close the oven door to trap the air inside with the rising dough. When it’s doubled in size, remove from the oven.)

Preheat oven to 400°F (204°C). Line 2 large baking sheets with parchment paper or silicone baking mats.

Once risen, punch the dough down to release the air. Turn the dough out onto a lightly floured surface. Using a sharp knife, slice dough in half. Then slice each half into quarters. You’ll have 8 pieces of dough, as shown in the photo above. Flatten each piece with your fingers or use a rolling pin. You want each piece of flattened dough to be about 6 inches long and 4 inches wide. They don’t have to be perfect rectangles, as you can see in my photos! Transfer flattened dough to the baking sheets. Place the cheese (I fold the slice in half) and ham (2 slices for each) on top of the dough on one side, then fold the other side over top. Pinch the edges to seal as best you can. Use a fork to crimp the edges. Brush the tops and sides of each pocket with egg wash, then slice 2-3 slits in the tops for air vents (use a super sharp knife to do that).

Bake the pockets for 20-25 minutes, or until the tops are golden brown. Make sure to rotate the baking sheet once or twice during bake time. Remove pockets from the oven and allow to cool on the pan until ready to handle and serve.